Anic Equity

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Total return since start: 0.614 %

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Equity now: -----------------------------> 49308.95 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 45247.41 Kr

PnL: ---------------------------------------> 191.41 Kr

DD now: ---------------------------------> -7.175 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-07-05 12:18:48.353738'

Anic Portfolio

Today

Return: -0.824 %

This Week

Return: 0.012 %

Total portfolio value

Return including deposits: 61.425 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	-0.050000	1666.800000	197.800000	13.460000	1468.999998
Orrön Energy	180	-1.100000	2178.000000	135.000000	6.610000	2043.000000
Atrium Ljungberg B	5	0.400000	999.000000	64.000000	6.840000	935.000000
Platzer Fastigheter Holding B	12	-1.650000	1003.200000	42.200000	4.390000	960.999996
Hoist Finance	35	0.170000	1018.500000	38.500000	3.930000	980.000000
Sagax A	4	-0.450000	892.000000	38.000000	4.450000	854.000000
Catena	2	-1.050000	830.000000	38.000000	4.800000	792.000000
Sagax B	4	-0.580000	892.000000	38.000000	4.450000	854.000000
Hexatronic Group	12	0.020000	1002.000000	35.000000	3.620000	966.999996
JM	6	-0.730000	895.800000	31.800000	3.680000	864.000000
Sedana Medical	93	-4.400000	2544.480000	23.480000	0.930000	2521.000011
OX2	13	1.770000	971.750000	21.750000	2.290000	949.999999
Bilia A	8	0.610000	921.600000	21.600000	2.400000	900.000000
Biotage	7	0.220000	959.700000	18.700000	1.990000	940.999997
HEXPOL B	9	0.180000	1029.600000	8.600000	0.840000	1020.999996
VEF	909	-2.760000	1856.180000	6.180000	0.330000	1850.000436
Gränges	9	-1.050000	932.400000	4.400000	0.470000	927.999999
BioGaia B	8	-1.770000	933.600000	3.600000	0.390000	930.000000
Byggmax Group	33	-1.630000	957.660000	1.660000	0.170000	956.000001
AcadeMedia	8	-1.280000	401.200000	-0.800000	-0.200000	402.000000
Clas Ohlson B	12	-1.520000	969.000000	-4.000000	-0.410000	972.999996
ASSA ABLOY B	3	-0.770000	773.700000	-5.300000	-0.680000	779.000001
EQT	4	-1.290000	825.600000	-6.400000	-0.770000	832.000000
Creaspac SPAC	39	0.000000	3697.200000	-20.800000	-0.560000	3717.999987
Nordic Waterproofing Holding	7	-0.880000	945.000000	-22.000000	-2.280000	966.999999
Alimak Group	11	-1.440000	905.300000	-22.700000	-2.450000	927.999996
SKF B	5	-0.650000	912.250000	-27.750000	-2.950000	940.000000
Addnode Group B	11	-1.040000	892.650000	-28.350000	-3.080000	921.000003
Indutrade	5	-0.500000	1184.000000	-34.000000	-2.790000	1218.000000
Latour B	4	-0.830000	809.200000	-47.800000	-5.580000	857.000000
Vitec Software Group B	2	-2.640000	1031.000000	-56.000000	-5.150000	1087.000000
INVISIO	16	0.440000	3632.000000	-57.000000	-1.550000	3689.000000
Bufab	3	-0.860000	1041.600000	-67.400000	-6.080000	1109.000001
Hexagon B	26	-1.970000	3365.700000	-95.300000	-2.750000	3461.000010
BHG Group	97	-1.690000	1358.000000	-101.000000	-6.920000	1458.999989
TOTAL			45227.670000	171.670000	-7.21219%	45056.000411

Updated:

'2023-07-05 12:17:50.200087'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.